PREVIEW / futures_5min / 2024-07-22

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-22.parquet
  size:    342 KB
  rows:    20,052

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2024-07-22 00:00:00	ES	Futures	5833.93	5834.72	5829.74	5830.79	684.0
2024-07-22 00:05:00	ES	Futures	5830.53	5831.31	5828.17	5828.43	655.0
2024-07-22 00:10:00	ES	Futures	5828.43	5830.0	5827.9	5829.48	425.0
2024-07-22 00:15:00	ES	Futures	5829.48	5832.1	5829.48	5831.31	453.0
2024-07-22 00:20:00	ES	Futures	5831.05	5831.84	5830.79	5831.05	153.0
2024-07-22 00:25:00	ES	Futures	5831.31	5833.93	5831.31	5833.93	506.0
2024-07-22 00:30:00	ES	Futures	5833.67	5834.46	5833.41	5833.41	417.0
2024-07-22 00:35:00	ES	Futures	5833.41	5834.98	5832.89	5834.72	348.0
2024-07-22 00:40:00	ES	Futures	5834.46	5835.51	5834.46	5834.46	412.0
2024-07-22 00:45:00	ES	Futures	5834.72	5838.13	5834.2	5837.87	582.0
2024-07-22 00:50:00	ES	Futures	5837.6	5838.13	5837.08	5837.6	450.0
2024-07-22 00:55:00	ES	Futures	5837.6	5838.13	5837.08	5837.34	134.0
2024-07-22 01:00:00	ES	Futures	5837.6	5838.65	5837.08	5837.87	410.0
2024-07-22 01:05:00	ES	Futures	5837.87	5837.87	5835.51	5836.03	434.0
2024-07-22 01:10:00	ES	Futures	5836.03	5836.56	5834.98	5835.25	397.0
2024-07-22 01:15:00	ES	Futures	5835.51	5836.56	5835.51	5835.77	186.0
2024-07-22 01:20:00	ES	Futures	5835.51	5835.51	5833.93	5834.72	313.0
2024-07-22 01:25:00	ES	Futures	5834.98	5836.03	5834.72	5835.25	381.0
2024-07-22 01:30:00	ES	Futures	5835.25	5837.08	5834.72	5836.82	703.0
2024-07-22 01:35:00	ES	Futures	5836.82	5838.13	5836.03	5837.08	503.0
2024-07-22 01:40:00	ES	Futures	5837.34	5838.65	5837.08	5837.87	341.0
2024-07-22 01:45:00	ES	Futures	5837.87	5838.13	5837.08	5837.6	208.0
2024-07-22 01:50:00	ES	Futures	5837.6	5837.87	5836.29	5837.34	213.0
2024-07-22 01:55:00	ES	Futures	5837.08	5837.34	5835.51	5835.51	442.0
2024-07-22 02:00:00	ES	Futures	5835.77	5835.77	5830.79	5834.46	1639.0
2024-07-22 02:05:00	ES	Futures	5834.46	5836.82	5833.67	5836.03	748.0
2024-07-22 02:10:00	ES	Futures	5836.03	5838.65	5835.77	5838.65	1061.0
2024-07-22 02:15:00	ES	Futures	5838.92	5841.8	5838.92	5841.27	1532.0
2024-07-22 02:20:00	ES	Futures	5841.01	5841.8	5837.87	5838.65	1142.0
2024-07-22 02:25:00	ES	Futures	5838.39	5839.7	5838.39	5838.92	546.0
2024-07-22 02:30:00	ES	Futures	5839.18	5839.44	5837.6	5837.6	452.0
2024-07-22 02:35:00	ES	Futures	5837.6	5840.75	5837.34	5840.75	571.0
2024-07-22 02:40:00	ES	Futures	5840.75	5842.32	5840.75	5842.32	797.0
2024-07-22 02:45:00	ES	Futures	5842.32	5843.11	5841.01	5841.54	682.0
2024-07-22 02:50:00	ES	Futures	5841.54	5842.06	5839.7	5840.23	673.0
2024-07-22 02:55:00	ES	Futures	5839.96	5840.23	5838.39	5839.7	548.0
2024-07-22 03:00:00	ES	Futures	5839.96	5840.49	5835.51	5835.51	1831.0
2024-07-22 03:05:00	ES	Futures	5835.77	5837.34	5833.15	5836.29	1784.0
2024-07-22 03:10:00	ES	Futures	5836.03	5840.75	5836.03	5837.87	1275.0
2024-07-22 03:15:00	ES	Futures	5838.13	5839.18	5833.93	5834.72	1898.0
2024-07-22 03:20:00	ES	Futures	5834.98	5838.39	5832.1	5837.6	1963.0
2024-07-22 03:25:00	ES	Futures	5837.34	5838.65	5834.98	5836.56	1090.0
2024-07-22 03:30:00	ES	Futures	5836.56	5837.87	5834.46	5837.6	941.0
2024-07-22 03:35:00	ES	Futures	5837.87	5841.54	5837.6	5840.75	1335.0
2024-07-22 03:40:00	ES	Futures	5841.01	5843.37	5841.01	5843.37	1306.0
2024-07-22 03:45:00	ES	Futures	5843.37	5843.63	5842.06	5842.06	821.0
2024-07-22 03:50:00	ES	Futures	5842.32	5843.11	5841.27	5842.85	747.0
2024-07-22 03:55:00	ES	Futures	5842.85	5843.37	5841.8	5842.06	878.0
2024-07-22 04:00:00	ES	Futures	5841.8	5842.32	5839.44	5839.96	1406.0
2024-07-22 04:05:00	ES	Futures	5840.23	5842.59	5840.23	5841.01	1133.0

> showing 50 of 20,052 rows — these rows as CSV

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